Differential Machine Learning Advances Derivatives Pricing for Discontinuous Payoffs Researchers Paul Glasserman of Columbia University and Siddharth Hemant Karmarkar have expanded differential machine learning techniques to address pricing challenges in …
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cutting edge
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ADIA Researchers Unveil New Framework to Value Private Equity Investments Abu Dhabi Investment Authority (ADIA) researchers Alexander Lipton and Marcos Lopez de Prado have developed a quantitative framework to address …
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Why Markets Get the Future Wrong—and How to Fix It May 18, 2026 | By Marcus Liu Financial markets have long relied on discounting models to price assets, but these …
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Pietro Rossi had a problem. An insurance company needed a model that could price bonds based on the likelihood of changes in credit ratings. The standard, off-the-shelf models are based …